-51.7%
ORCL vs CMS
-1.6%
-50.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | -1.2% |
| 7D | -11.2% | -1.3% | -9.8% | -12.1% |
| 30D | -18.8% | +6.3% | -25.1% | -14.0% |
| 3M | -18.8% | -2.1% | -16.7% | -21.0% |
| 6M | -39.7% | -5.1% | -34.6% | -42.3% |
| YTD | -39.6% | +1.3% | -40.9% | -39.5% |
| 1Y | -51.7% | -1.4% | -50.3% | -52.6% |
| All | -51.7% | -1.6% | -50.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling